+88.0%
SW vs TXG
+25.0%
+63.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.7% | +3.7% |
| 7D | +12.1% | -19.3% | +31.3% | +14.4% |
| 30D | +6.6% | -30.9% | +37.5% | +10.2% |
| 3M | -6.0% | +41.1% | -47.1% | -10.9% |
| 6M | +21.5% | +211.9% | -190.4% | +4.5% |
| YTD | +20.3% | +314.0% | -293.7% | -0.4% |
| 1Y | +28.1% | +405.4% | -377.2% | +3.1% |
| 3Y | +51.6% | +70.0% | -18.4% | +28.5% |
| 5Y | -0.1% | -63.0% | +62.9% | -13.5% |
| All | +88.0% | +25.0% | +63.0% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling